-100.0%
SOXS vs NKE
-59.9%
-40.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.3% |
| 7D | -4.7% | -4.2% | -0.6% | -7.0% |
| 30D | +7.7% | -8.2% | +15.9% | +1.9% |
| 3M | -10.2% | -19.1% | +8.9% | -24.2% |
| 6M | -99.2% | -32.6% | -66.6% | -99.4% |
| YTD | -99.5% | -40.7% | -58.8% | -99.6% |
| 1Y | -99.8% | -48.9% | -50.9% | -99.8% |
| 3Y | -100.0% | -59.2% | -40.7% | -100.0% |
| All | -100.0% | -59.9% | -40.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NKE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling